The other responses have some good ideas -- get a multimeter, some books, etc. Also take a look at NerdKits, electronics kits for the digital generation. The Official NerdKits Guide has a bunch of content about the basics of electronics, voltage-current relationships, Kirchoff's Laws, MOSFET transistor basics, etc., all while empowering you to get started with analog and digital electronics. Then take a look at more than a dozen electronics video tutorials and you'll be on your way! Best of luck getting started in electronics!

Start with easy analog circuits...
Get "Tab Electronics Guide to Understanding Electricity and Electronics" by G. Randy Slone
ISBN-10: 0071360573
$16.47
and
Forest Mims' Electronics Notebooks
Volume I
Timer, Op Amp, and Optoelectronic Circuits & Projects
ISBN-10: 0945053290
$12.95
Volume II
Science and Communication Circuits & Projects
ISBN-10: 0945053320
$12.95
Volume III
Electronic Sensor Circuits & Projects
ISBN-10: 0945053312
$12.95
Volume IV
Electronic Formulas, Symbols & Circuits
ISBN-10: 0945053304
$12.95
The TAB book explains the basics and has a standard power supply project. The four electronics notebooks are packed with small inexpensive, fun, interesting and informative projects. Most can be build with a breadboard, 555, 741, a few caps, resistors, and diodes. It's all through hole and easy to work with. Less than $10 in parts. If you build all of this, you will have a good foundation in analog circuits. Once you've worked through the analog, then move to digital and programming.

There are some amazing chips out there for do-it-yourself robotics, but resist the temptation to go crazy with digital gadgets and start with the basic electronic concepts. You might begin learning these with an easy project board.

There is an old but good one called the "130 in one electronic project lab" With shipping, it costs $51 new on Amazon or $55 on Ebay

You should also get a multimeter- a tool for measuring DC volts, AV volts, ohms, and amps.